+298.2%
WBD vs RCAT
-100.0%
+398.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.4% |
| 7D | -1.8% | -1.4% | -0.4% | -1.8% |
| 30D | +8.8% | -3.3% | +12.1% | +8.8% |
| 3M | +4.6% | -43.2% | +47.8% | +4.8% |
| 6M | +1.1% | -43.2% | +44.3% | +1.2% |
| YTD | -2.0% | +5.5% | -7.5% | -2.1% |
| 1Y | +140.0% | -1.6% | +141.7% | +139.7% |
| 3Y | +144.4% | +773.7% | -629.3% | +142.5% |
| 5Y | -0.2% | +187.6% | -187.8% | -0.9% |
| 10Y | +9.1% | -98.5% | +107.6% | +6.6% |
| All | +298.2% | -100.0% | +398.2% | +261.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling